0.10Open0.14Pre Close4 Volume156 Open Interest87.50Strike Price40.00Turnover29.23%IV10.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0517Delta0.0225Gamma793.60Leverage Ratio-0.0164Theta0.0017Rho41.06Eff Leverage0.0170Vega